+217.0%
HUT vs TAP
-35.6%
+252.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.4% |
| 7D | +3.7% | -7.8% | +11.5% | +4.5% |
| 30D | -32.3% | +7.1% | -39.5% | -33.7% |
| 3M | -35.6% | -7.0% | -28.6% | -35.5% |
| 6M | -42.1% | -3.8% | -38.3% | -42.8% |
| YTD | +24.1% | -11.7% | +35.8% | +24.2% |
| 1Y | +27.9% | -10.1% | +38.0% | +27.0% |
| 3Y | +409.1% | -23.7% | +432.8% | +419.8% |
| 5Y | -25.9% | +2.9% | -28.8% | -29.2% |
| All | +217.0% | -35.6% | +252.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling